Cite
Numerical and Analytical Computation of the Implied Volatility from Option Price Measurements under Regime–Switching.
MLA
Georgiev, Slavi G. “Numerical and Analytical Computation of the Implied Volatility from Option Price Measurements under Regime–Switching.” AIP Conference Proceedings, vol. 2172, no. 1, Nov. 2019, pp. 070007-1-070007-8. EBSCOhost, https://doi.org/10.1063/1.5133543.
APA
Georgiev, S. G. (2019). Numerical and Analytical Computation of the Implied Volatility from Option Price Measurements under Regime–Switching. AIP Conference Proceedings, 2172(1), 070007-1-070007-8. https://doi.org/10.1063/1.5133543
Chicago
Georgiev, Slavi G. 2019. “Numerical and Analytical Computation of the Implied Volatility from Option Price Measurements under Regime–Switching.” AIP Conference Proceedings 2172 (1): 070007-1-070007-8. doi:10.1063/1.5133543.